16
H index
17
i10 index
1237
Citations
Université d'Orléans | 16 H index 17 i10 index 1237 Citations RESEARCH PRODUCTION: 21 Articles 24 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Amine Lahiani. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 5 |
Economics Bulletin | 3 |
Energy Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / HAL | 4 |
Working Papers / Department of Research, Ipag Business School | 4 |
Post-Print / HAL | 3 |
EcoMod2010 / EcoMod | 2 |
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans | 2 |
Year | Title of citing document | |
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2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2023 | Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093. Full description at Econpapers || Download paper | |
2022 | Exchange Rate and Trade in Services Nexus in Nigeria: A Non-Linear ARDL Approach. (2022). Audu, Nathan ; Obiezue, Titus. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i1-5. Full description at Econpapers || Download paper | |
2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper | |
2022 | Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784. Full description at Econpapers || Download paper | |
2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper | |
2022 | How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin. (2022). Gonalves, Joo Quental. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9662. Full description at Econpapers || Download paper | |
2023 | A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3. Full description at Econpapers || Download paper | |
2022 | Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3. Full description at Econpapers || Download paper | |
2022 | Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach. (2022). Adam, Anokye M ; Junior, Peterson Owusu ; Asafo-Adjei, Emmanuel ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-53. Full description at Econpapers || Download paper | |
2023 | Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58. Full description at Econpapers || Download paper | |
2023 | Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54. Full description at Econpapers || Download paper | |
2022 | The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162. Full description at Econpapers || Download paper | |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
2022 | What are the effects of economic globalization on CO2 emissions in MENA countries?. (2022). Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002619. Full description at Econpapers || Download paper | |
2022 | Do export quality and destination income matter for exchange rate pass-through? Evidence from China. (2022). Wang, Xiuling ; Zhang, YU ; Zou, Zongsen. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002991. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. Full description at Econpapers || Download paper | |
2022 | Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles. (2022). Ma, Chao-Qun ; Narayan, Seema ; Ren, Yi-Shuai ; Jiang, Yong ; Yang, Xiao-Guang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000638. Full description at Econpapers || Download paper | |
2022 | Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000675. Full description at Econpapers || Download paper | |
2022 | Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255. Full description at Econpapers || Download paper | |
2022 | Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784. Full description at Econpapers || Download paper | |
2023 | Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487. Full description at Econpapers || Download paper | |
2022 | Risk spillover of banking across regions: Evidence from the belt and road countries. (2022). Zhou, Mingming ; Lei, Yiqing ; Li, Jiayi ; Zhao, Hong. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s156601412200036x. Full description at Econpapers || Download paper | |
2022 | Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries. (2022). Rossello, Jaume ; Sanso, Andreu ; Bakhat, Mohcine. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006083. Full description at Econpapers || Download paper | |
2022 | Carbon prices forecasting in quantiles. (2022). Yan, Cheng ; Shi, Yukun ; Tao, Lizhu ; Duan, Kun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000457. Full description at Econpapers || Download paper | |
2022 | Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652. Full description at Econpapers || Download paper | |
2022 | Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244. Full description at Econpapers || Download paper | |
2022 | Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730. Full description at Econpapers || Download paper | |
2022 | The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision. (2022). , Jacco ; Kort, Peter M ; Compernolle, Tine. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002742. Full description at Econpapers || Download paper | |
2022 | Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462. Full description at Econpapers || Download paper | |
2022 | Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480. Full description at Econpapers || Download paper | |
2022 | Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704. Full description at Econpapers || Download paper | |
2023 | Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper | |
2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper | |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
2022 | Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272. Full description at Econpapers || Download paper | |
2022 | Characterizing the dynamic evolutionary behavior of multivariate price movement fluctuation in the carbon-fuel energy markets system from complex network perspective. (2022). Chen, Quanyu ; Xiong, Shi. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021447. Full description at Econpapers || Download paper | |
2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663. Full description at Econpapers || Download paper | |
2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper | |
2022 | The time-frequency evolution of multidimensional relations between global oil prices and Chinas general price level. (2022). Liu, Xueyong ; Huang, Xuan. In: Energy. RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028280. Full description at Econpapers || Download paper | |
2022 | The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748. Full description at Econpapers || Download paper | |
2022 | A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China. (2022). Wu, Ruirui ; Qin, Zhongfeng ; Liu, Bing-Yue. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pa:s0360544222010799. Full description at Econpapers || Download paper | |
2022 | Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222010751. Full description at Econpapers || Download paper | |
2023 | Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2022 | What drive carbon price dynamics in China?. (2022). Yin, Hua ; Zhao, Lili ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003148. Full description at Econpapers || Download paper | |
2022 | Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059. Full description at Econpapers || Download paper | |
2022 | Time-frequency spillovers among carbon, fossil energy and clean energy markets: The effects of attention to climate change. (2022). Zhang, Hongwei ; Huang, Jianbai ; Ding, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001831. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460. Full description at Econpapers || Download paper | |
2022 | How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241. Full description at Econpapers || Download paper | |
2023 | Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x. Full description at Econpapers || Download paper | |
2022 | The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods. (2022). Nguyen, Khanh Quoc. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003238. Full description at Econpapers || Download paper | |
2022 | Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330. Full description at Econpapers || Download paper | |
2022 | Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication. (2022). Yarovaya, Larisa ; Yousaf, Imran. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000217. Full description at Econpapers || Download paper | |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper | |
2022 | Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x. Full description at Econpapers || Download paper | |
2022 | Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233. Full description at Econpapers || Download paper | |
2022 | Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555. Full description at Econpapers || Download paper | |
2022 | Global pandemic crisis and risk contagion in GCC stock markets. (2022). Saidi, Sana ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine ; Sellami, Mohamed. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:202:y:2022:i:c:p:746-761. Full description at Econpapers || Download paper | |
2022 | Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe. (2022). Yang, Lu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192. Full description at Econpapers || Download paper | |
2022 | Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x. Full description at Econpapers || Download paper | |
2022 | The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices. (2022). Klotzle, Marcelo Cabus ; Meira, Erick ; Palazzi, Rafael Baptista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000150. Full description at Econpapers || Download paper | |
2022 | Impact of diesel price reforms on asymmetricity of oil price pass-through to inflation: Indian perspective. (2022). Pradeep, Siddhartha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s170349492200010x. Full description at Econpapers || Download paper | |
2022 | The asymmetric effects of exchange rate on trade balance and output growth. (2022). Mesagan, Ekundayo ; Vo, Xuan Vinh ; Alimi, Olorunfemi Yasiru. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000329. Full description at Econpapers || Download paper | |
2022 | Hedging UK stock portfolios with gold and oil: The impact of Brexit. (2022). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004438. Full description at Econpapers || Download paper | |
2022 | Uncertainty and oil volatility: Evidence from shrinkage method. (2022). Li, Pan ; Ma, Feng ; He, Xiaofeng ; Wang, Jiqian. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004906. Full description at Econpapers || Download paper | |
2022 | The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390. Full description at Econpapers || Download paper | |
2022 | The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices. (2022). Chiang, Thomas C. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005535. Full description at Econpapers || Download paper | |
2022 | Quantile Granger causality between US stock market indices and precious metal prices. (2022). Mighri, Zouheir ; Wang, Yihan ; Sarwar, Suleman ; Ragoubi, Hanen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000460. Full description at Econpapers || Download paper | |
2022 | Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940. Full description at Econpapers || Download paper | |
2022 | Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach. (2022). Amin, Nabila ; Khan, Farina ; Ali, Malik Tayyab ; Song, Huaming ; Sharif, Arshian ; Abbass, Kashif. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001787. Full description at Econpapers || Download paper | |
2022 | Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices. (2022). Jia, Hongxiang ; Hao, Hongchang ; Yuan, Xiaojing ; Sun, Xiaoyan ; Li, Pengyuan ; Wang, Anjian ; Ma, Zhe ; Wei, Jiangqiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002203. Full description at Econpapers || Download paper | |
2022 | Precious metals as hedge and safe haven for African stock markets. (2022). Hussain, Syed Jawad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr ; Agyemang, Abraham. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200229x. Full description at Econpapers || Download paper | |
2022 | How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051. Full description at Econpapers || Download paper | |
2022 | Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075. Full description at Econpapers || Download paper | |
2022 | A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294. Full description at Econpapers || Download paper | |
2022 | Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Tripathy, Trilochan ; Aikins, Emmanuel Joel ; Gil-Alana, Luis A. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111. Full description at Econpapers || Download paper | |
2022 | Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. (2022). Zaman, Umer ; Kocak, Emrah ; Shehzad, Khurram ; Liu, Xiaoxing. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004287. Full description at Econpapers || Download paper | |
2022 | Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676. Full description at Econpapers || Download paper | |
2022 | Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005049. Full description at Econpapers || Download paper | |
2022 | Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Zuo, Xuguang ; Huang, Jiaxin ; Zhang, Hongwei ; Niu, Zibo ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005414. Full description at Econpapers || Download paper | |
2022 | Gold price and exchange rate in pre and during Covid-19 period in India: Modelling dependence using copulas. (2022). Kundu, Pradip ; Bal, Debi Prasad ; Sahu, Pritish Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005694. Full description at Econpapers || Download paper | |
2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper | |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper | |
2023 | Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582. Full description at Econpapers || Download paper | |
2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper | |
2023 | The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946. Full description at Econpapers || Download paper | |
2022 | Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592. Full description at Econpapers || Download paper | |
2022 | On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003727. Full description at Econpapers || Download paper | |
2022 | On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers || Download paper | |
2022 | Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll. (2022). Gupta, Rangan ; Bouri, Elie ; Salisu, Afees A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:482-488. Full description at Econpapers || Download paper | |
2022 | Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Kits, Ilya ; Borg, Elin. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:879-892. Full description at Econpapers || Download paper | |
2023 | Analyzing the network structure of risk transmission among renewable, non-renewable energy and carbon markets. (2023). Yu, Zheng ; Tao, Zhang ; Guo, Zi Xin ; Qiao, Sen. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:206-217. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2008 | Testing for threshold effect in ARFIMA models: Application to US unemployment rate data In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 10 |
2009 | Testing for threshold effect in ARFIMA models: Application to US unemployment rate data.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models In: Working Papers. [Full Text][Citation analysis] | paper | 116 |
2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | article | |
2012 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2010 | Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2010 | Forecasting the Conditional Volatility of Oil Spot andFutures Prices with Structural Breaksand Long Memory Models.(2010) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2006 | Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Estimation dun modèle TIMA avec asymétrie contemporaine par inférence indirecte.(2006) In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Empirical Investigation of Systemic Risk in the New EU States In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2012 | Oil-stock volatility transmission, portfolio selection and hedging In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2011 | Monetary policy rules for a developing country: Evidence from Pakistan In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 7 |
2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries In: Economic Modelling. [Full Text][Citation analysis] | article | 211 |
2011 | Return and volatility transmission between world oil prices and stock markets of the GCC countries.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has another version. Agregated cites: 211 | paper | |
2013 | Does the South African Reserve Bank follow a nonlinear interest rate reaction function? In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2014 | Monetary policy credibility and exchange rate pass-through: Some evidence from emerging countries In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
2015 | World gold prices and stock returns in China: Insights for hedging and diversification strategies In: Economic Modelling. [Full Text][Citation analysis] | article | 157 |
2013 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
2014 | World gold prices and stock returns in China: insights for hedging and diversification strategies.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
2016 | Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach In: Economic Modelling. [Full Text][Citation analysis] | article | 109 |
2013 | On the short- and long-run efficiency of energy and precious metal markets In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2013 | On the short- and long-run efficiency of energy and precious metal markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2015 | An empirical analysis of energy cost pass-through to CO2 emission prices In: Energy Economics. [Full Text][Citation analysis] | article | 47 |
2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices In: Energy Policy. [Full Text][Citation analysis] | article | 132 |
2014 | Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | paper | |
2015 | A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 37 |
2012 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 113 |
2013 | Long memory and structural breaks in modeling the return and volatility dynamics of precious metals.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
2016 | Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 23 |
2014 | Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting.(2014) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | A threshold vector autoregression model of exchange rate pass-through in Mexico In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 27 |
2014 | A Threshold Vector Autoregression Model of Exchange Rate Pass-Through in Mexico.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2010 | Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models In: EcoMod2010. [Full Text][Citation analysis] | paper | 3 |
2010 | A Macro-econometric Model for the Economy of Lesotho In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
2011 | Monetary Policy after the Crisis In: SUERF Studies. [Full Text][Citation analysis] | book | 3 |
2014 | Understanding return and volatility spillovers among major agricultural commodities In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2014 | Volatility spillovers and macroeconomic announcements: evidence from crude oil markets In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2014 | Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices In: Working Papers. [Full Text][Citation analysis] | paper | 34 |
2014 | Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices.(2014) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2010 | Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 1 |
2010 | Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States.(2010) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Energy prices and CO2 emission allowance prices: A quantile regression approach In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 87 |
2008 | Modèls Garch à la mémoire longue: application aux taux de change tunisiens In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Estimation and evaluation of core inflation measures In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2015 | TRANMISSION OF INTERNATIONAL SHOCKS TO AN EMERGING SMALL OPEN-ECONOMY: EVIDENCE FROM TUNISIA In: Region et Developpement. [Full Text][Citation analysis] | article | 2 |
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